+174.0%
GD vs BTG
+144.7%
+29.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.0% | +1.8% |
| 7D | -1.9% | +13.0% | -14.9% | -2.4% |
| 30D | +10.9% | +1.1% | +9.8% | +10.8% |
| 3M | -6.8% | +5.3% | -12.1% | -7.1% |
| 6M | +7.0% | +1.1% | +6.0% | +6.5% |
| YTD | +11.1% | +19.2% | -8.1% | +9.4% |
| 1Y | +7.0% | +31.5% | -24.4% | +4.9% |
| 3Y | +59.9% | +94.3% | -34.4% | +52.9% |
| 5Y | +102.5% | +41.8% | +60.7% | +94.3% |
| 10Y | +174.0% | +162.9% | +11.1% | +160.6% |
| All | +174.0% | +144.7% | +29.3% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling